-8.8%
JD vs SPG
+33.6%
-42.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.4% | +2.7% | -2.3% | +0.2% |
| 30D | +4.2% | +16.6% | -12.3% | +3.0% |
| 3M | -12.8% | +8.1% | -20.8% | -13.4% |
| 6M | -8.8% | +19.3% | -28.1% | -11.3% |
| YTD | +0.5% | +31.1% | -30.6% | -4.9% |
| 1Y | -8.8% | +32.8% | -41.5% | -13.9% |
| All | -8.8% | +33.6% | -42.3% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling